Estimating and forecasting volatility using ARIMA model: A study on NSE, India
D Wadhawan, H Singh - Indian Journal of Finance, 2019 - papers.ssrn.com
Volatility had been used as an indirect means for predicting risk accompanied with the asset.
Volatility explains the variations in returns. Forecasting volatility had been a stimulating …
Volatility explains the variations in returns. Forecasting volatility had been a stimulating …
Forecasting of Nifty 50 and Nifty Midcap 50 Stock Market Indices by using ARIMA Model.
A BISWAS, A JAIN - Finance India, 2024 - search.ebscohost.com
Stock markets act as a catalyst for the economic growth of a country. The main purpose of
the present study is to examine the market performance of two most risky indices of National …
the present study is to examine the market performance of two most risky indices of National …
Estimating and Forecasting Volatility using ARIMA Model: A Study on NSE, India
H Singh - Indian Journal of Finance, 2019 - samvad.sibmpune.edu.in
Volatility has been used as an indirect means for predicting risk accompanied with an asset.
Volatility explains the variations in returns. Forecasting volatility has been a stimulating …
Volatility explains the variations in returns. Forecasting volatility has been a stimulating …
GARCH (1, 1) as the Stochastic Underlying Process for Stock Market Returns: Empirical Evidence from Asian Markets
S Inder, JS Pasricha - … of Research in …, 2014 - indianjournalofcapitalmarkets.com
Traditional econometric analysis assumes the financial time series as a random walk
process with constant variance. However, returns from financial market variables exhibit the …
process with constant variance. However, returns from financial market variables exhibit the …